Credit default swap master thesis
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Swaps, an instrument swap stochastic credit default swap pricing a thesis submitted to the graduate school of applied mathematics of the degree of master of science. The objective of this work is to value asset-backed credit default swaps using the hazard rate approach the first section of the first chapter deals with the formal modeling of credit risk and the second section with managing credit risk then in chapter 2, section 1 is dedicated to corporate credit defaults swaps and section 2 to asset-backed cds.
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